| Total
Trade Analysis |
|
|
|
|
|
|
|
All Trades |
Long Trades |
Short Trades |
|
| Total # of Trades |
5025 |
3582 |
1443 |
|
| Total # of Open Trades |
0 |
0 |
0 |
|
| Number Winning Trades |
1942 |
1412 |
530 |
|
| Number Losing Trades |
3083 |
2170 |
913 |
|
| % Profitable |
38.65% |
39.42% |
36.73% |
|
| Avg Trade (win & loss) |
$ 4.24 |
$ 4.31 |
$ 4.04 |
|
| Average Winning Trade |
$ 92.47 |
$ 101.28 |
$ 69.02 |
|
| Average Losing Trade |
-$ 51.34 |
-$ 58.78 |
-$ 33.68 |
|
| Ratio Avg Win / Avg Loss |
1.801054466 |
1.723060579 |
2.049475969 |
|
| Largest Winning Trade |
$1 328.67 |
$1 328.67 |
$ 622.42 |
|
| Largest Losing Trade |
-$1 210.08 |
-$1 210.08 |
-$ 321.33 |
|
| Avg # Bars in All Trades |
39.8 |
46.4 |
23.3 |
|
| Avg # Bars in Winning Trades |
68.9 |
81.2 |
36.2 |
|
| Avg # Bars in Losing Trades |
21.4 |
23.8 |
15.8 |
|
| Avg # Bars in Even Trades |
n/a |
n/a |
n/a |
|
| Avg # Bars Between All Trades |
19.8 |
36.8 |
181.6 |
|
| Avg # Bars Between Winning
Trades |
17.1 |
36.2 |
176.8 |
|
| Avg # Bars Between Losing
Trades |
17.4 |
36.4 |
178.7 |
|
| Avg # Bars Between Even Trades |
n/a |
n/a |
n/a |
|
|
| Outliers |
|
|
|
Total |
Positive |
Negative |
|
| 1 Std. Deviation of Avg. Trade |
$ 109.42 |
$ 113.09 |
$ 58.86 |
|
| Avg. Trade +1 Std. Deviation |
$ 113.65 |
$ 205.57 |
$ 7.52 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 105.18 |
-$ 20.62 |
-$ 110.20 |
|
| Number of Outliers |
476 |
230 |
246 |
|
| Outlier Profit/Loss |
$31 904.42 |
$77 004.10 |
-$45 099.68 |
|
|
| Run-up/Drawdown |
|
|
|
Run-up |
Drawdown |
|
| Max Value |
$1 329.96 |
-$1 316.29 |
|
| Max Value Date |
07/04/2020 |
07/04/2025 |
|
| Avg Value |
$ 81.70 |
-$ 47.54 |
|
| Max Value (%) |
8.43% |
-7.03% |
|
| Max Value (%) Date |
03/04/2020 |
06/03/2020 |
|
| Avg Value (%) |
0.59% |
-0.34% |
|
| 1 Std. Deviation |
$ 108.17 |
$ 58.71 |
|
| Avg. Trade +1 Std. Deviation |
$ 189.87 |
$ 11.16 |
|
| Avg. Trade - 1 Std. Deviation |
-$ 26.46 |
-$ 106.25 |
|
|
| Trade Series Analysis |
|
|
| Z-score |
2.098636323 |
|
| Confidence Limits |
0.96415118 |
|
| Strategy ME |
$ 4.24 |
|
| Max Consec. Winners |
13 |
|
| Max Consec. Losers |
17 |
|
| Largest Consec. Profit |
$1 397.26 |
|
| Largest Consec. Loss |
-$1 337.66 |
|
| Largest Consec. Profit (%) |
5492.00% |
|
| Largest Consec. Loss (%) |
-408.12% |
|
|
| Trade Series Statistics |
|
|
| Consecutive Winners |
Number of Series |
Avg. Gain per Series |
Avg. Loss Next Trade |
|
| 1 |
770 |
$ 98.58 |
-$ 44.38 |
|
| 2 |
298 |
$ 84.29 |
-$ 49.72 |
|
| 3 |
92 |
$ 95.23 |
-$ 46.82 |
|
| 4 |
47 |
$ 97.83 |
-$ 50.53 |
|
| 5 |
15 |
$ 78.69 |
-$ 44.58 |
|
| 6 |
4 |
$ 64.61 |
-$ 71.33 |
|
| 13 |
1 |
$ 100.98 |
-$ 117.58 |
|
| Consecutive Losers |
Number of Series |
Avg. Loss per Series |
Avg. Gain Next Trade |
|
| 1 |
470 |
-$ 46.09 |
$ 91.72 |
|
| 2 |
307 |
-$ 53.75 |
$ 98.97 |
|
| 3 |
190 |
-$ 53.58 |
$ 108.33 |
|
| 4 |
110 |
-$ 50.39 |
$ 88.14 |
|
| 5 |
60 |
-$ 56.53 |
$ 118.07 |
|
| 6 |
37 |
-$ 48.81 |
$ 103.70 |
|
| 7 |
21 |
-$ 54.71 |
$ 128.61 |
|
| 8 |
11 |
-$ 46.20 |
$ 105.72 |
|
| 9 |
8 |
-$ 50.36 |
$ 91.48 |
|
| 10 |
2 |
-$ 38.71 |
$ 86.17 |
|
| 11 |
4 |
-$ 46.98 |
$ 108.67 |
|
| 12 |
3 |
-$ 42.96 |
$ 104.50 |
|
| 13 |
1 |
-$ 44.60 |
$ 2.42 |
|
| 14 |
1 |
-$ 60.88 |
$ 109.92 |
|
| 16 |
1 |
-$ 37.03 |
$ 307.42 |
|
| 17 |
1 |
-$ 57.29 |
$ 6.17 |
|
|
| Total Trades |
|
|
|
|
|
| Winning Trades |
|
|
|
|
|
| Losing Trades |
|
|
|
|
| Drawdown |
|
|
|
|
| Drawdown P/L |
|
|
|
|
|
| Maximum Adverse Excursion |
|
|
|
|
|
| Maximum Adverse Excursion (%) |
|
|
|
|
| Run-up |
|
|
|
|
| Run-up P/L |
|
|
|
|
|
| Maximum Favorable Excursion |
|
|
|
|
|
| Maximum Favorable Excursion
(%) |
|
|
|
|
|
|
|
|
|
|